+198.6%
WFC vs VEEV
+596.9%
-398.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.7% |
| 7D | +1.1% | -5.2% | +6.2% | +1.8% |
| 30D | +0.8% | +14.9% | -14.1% | -1.4% |
| 3M | +9.3% | +58.4% | -49.1% | +2.0% |
| 6M | +10.6% | +35.5% | -24.8% | +5.1% |
| YTD | -4.1% | +18.6% | -22.7% | -7.2% |
| 1Y | +13.6% | -6.3% | +19.9% | +13.5% |
| 3Y | +130.7% | +20.2% | +110.5% | +119.5% |
| 5Y | +126.7% | -13.8% | +140.5% | +120.1% |
| 10Y | +132.1% | +542.0% | -409.9% | +67.0% |
| All | +198.6% | +596.9% | -398.3% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEEV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling